XML 76 R65.htm IDEA: XBRL DOCUMENT v2.4.1.9
Fair Value (Schedule of Quantitative Information about Level 3 Fair Value Measurements) (Details) (USD $)
12 Months Ended
Dec. 31, 2014
Minimum [Member] | Interest Rate Lock Commitments [Member]  
Unobservable Input  
Pull-through rate 55.70%zfc_FairValueInputsPullThroughRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Servicing fee multiple 0.4zfc_FairValueInputsServicingFeeMultiple
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Percentage of unpaid principal balance 0.20%zfc_FairValueInputsPercentageOfUnpaidPrincipalBalance
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Maximum [Member] | Interest Rate Lock Commitments [Member]  
Unobservable Input  
Pull-through rate 100.00%zfc_FairValueInputsPullThroughRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Servicing fee multiple 6.0zfc_FairValueInputsServicingFeeMultiple
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Percentage of unpaid principal balance 1.90%zfc_FairValueInputsPercentageOfUnpaidPrincipalBalance
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Weighted Average [Member] | Interest Rate Lock Commitments [Member]  
Unobservable Input  
Pull-through rate 85.00%zfc_FairValueInputsPullThroughRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
Servicing fee multiple 4.4zfc_FairValueInputsServicingFeeMultiple
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
Percentage of unpaid principal balance 1.10%zfc_FairValueInputsPercentageOfUnpaidPrincipalBalance
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
Mortgage Loans Held for Investment [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 415,959,838us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Mortgage Loans Held for Investment [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 1.40%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Constant default rate 0.00%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Loss severity 0.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Delinquency 0.10%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Mortgage Loans Held for Investment [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 27.10%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Constant default rate 4.00%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Loss severity 40.50%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Delinquency 13.60%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Mortgage Loans Held for Investment [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 3.90%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Constant default rate 2.90%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Loss severity 23.80%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Delinquency 10.60%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageReceivablesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Mortgage Servicing Rights [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 33,378,978us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Mortgage Servicing Rights [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 7.60%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Cost of servicing 76zfc_FairValueInputsCostOfServicing
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Discount rate 9.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Mortgage Servicing Rights [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 58.20%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Cost of servicing 533zfc_FairValueInputsCostOfServicing
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Discount rate 10.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Mortgage Servicing Rights [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 10.60%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Cost of servicing 91zfc_FairValueInputsCostOfServicing
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Discount rate 9.40%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_MortgageServicingRightsMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Non-Agency RMBS [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 148,585,733us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
[1]
Alternative - A [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 61,296,540us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
[1]
Alternative - A [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 1.60%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 0.10%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 0.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 1.30%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Alternative - A [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 24.80%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 8.40%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 81.10%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 25.90%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Alternative - A [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 13.60%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 3.10%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 20.50%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 10.10%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_AlternativeMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Pay Option Adjustable Rate [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 45,541,325us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
[1]
Pay Option Adjustable Rate [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 1.70%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 1.60%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 0.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 6.80%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Pay Option Adjustable Rate [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 20.10%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 19.40%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 66.20%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 29.10%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Pay Option Adjustable Rate [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 8.90%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 4.30%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 38.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 15.20%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_PayOptionAdjustableRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Prime [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 39,065,076us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
[1]
Prime [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 2.60%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 0.20%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 0.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 5.00%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Prime [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 17.30%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 9.20%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 78.30%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 24.80%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Prime [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 9.20%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 4.10%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 28.20%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 13.00%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_PrimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Subprime [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 2,682,792us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
[1]
Subprime [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 2.40%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 6.00%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 65.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 25.50%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Subprime [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 7.40%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 8.00%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 85.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 27.70%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Subprime [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 4.70%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Constant default rate 7.70%us-gaap_FairValueInputsProbabilityOfDefault
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Loss severity 72.00%us-gaap_FairValueInputsLossSeverity
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Delinquency 26.80%us-gaap_FairValueInputsEntityCreditRisk
/ us-gaap_FairValueByAssetClassAxis
= zfc_SubprimeRateMortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
Other Investment Securities [Member] | Level 3 [Member]  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value 2,040,532us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_OtherDebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
[1]
Other Investment Securities [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]  
Unobservable Input  
Constant voluntary prepayment 7.50%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_OtherDebtSecuritiesMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
[1]
[1] The Company uses third-party dealer quotes to estimate fair value of some of its financial assets. The Company verifies selected prices by using a variety of methods, including comparing prices to internally estimated prices and corroborating the prices by reference to other independent market data, such as relevant benchmark indices and prices of similar instruments. Where the Company has disclosed unobservable inputs for broker quotes or comparable trades, those inputs are based on the Company's validations performed at the security level.